i myself am in the process of inlisting and when i started running i started with just a 20 minute walk every moring and after 2 weeks i was able to walk/jog 4 miles i started by walking where i live as i did not want to really shame myself in the gym in front of alot of people . so i suggest start simple and work up to hard and start where you are most comfortable to build you condfince up

There's no reason to feel shame when going to the gym out of shape. People will respect that you're trying to get into shape, and it also an opportunity to observe others and add new exercises to your workout. Find a gym where you feel comfortable; you'll find that you can get great free tips/advice from trainers and other members there.